The screenshots from a previous post were not for the recent 1000 bar test I referred to but good point.
However, if all settings are the same and the data is the same, what is done differently in a FT with no backtest optimization vs. a BT with no optimization over the same data?
I re-ran without any strategy voting and the results are very close now. There is a little over 1% difference in the number of trades and HR% is very nearly the same so that is a completely acceptable result. As a user and not a programmer I don't need to know why the strategy voting is different and am comfortable with the fact that is just is.
Thanks Attached file : BTFT12_6.jpg (354KB - 52 downloads) Attached file : BT12_6.jpg (329KB - 36 downloads)